#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Math;
using Cephei.QL.Termstructures;
using Cephei.QL;
namespace Cephei.QL.Processes
{
     // <summary> 
	// ! This class describes the square root stochastic volatility process governed by \f[ \begin{array}{rcl} dS(t, S)  &=& \mu S dt + \sqrt{v} S dW_1 \\ dv(t, S)  &=& \kappa (\theta - v) dt + \sigma \sqrt{v} dW_2 \\ dW_1 dW_2 &=& \rho dt \end{array} \f]  \ingroup processes
	// </summary>
    [Guid ("D135E782-5A1A-4971-A3D6-D1C3F7AD9417"),ComVisible(true)]
	public interface IHestonProcess : Cephei.QL.IStochasticProcess
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Cephei.QL.Termstructures.IYieldTermStructure DividendYield {get;}
        
		 Double Kappa {get;}
        
		 Double Rho {get;}
        
		 Cephei.QL.Termstructures.IYieldTermStructure RiskFreeRate {get;}
        
		 Cephei.QL.IQuote S0 {get;}
        
		 Double Sigma {get;}
        
		 UInt64 Size {get;}
        
		 Double Theta {get;}
        
		 Double Time(DateTime d);
        
		 Double V0 {get;}
    }

    // <summary> 
	// ! This class describes the square root stochastic volatility process governed by \f[ \begin{array}{rcl} dS(t, S)  &=& \mu S dt + \sqrt{v} S dW_1 \\ dv(t, S)  &=& \kappa (\theta - v) dt + \sigma \sqrt{v} dW_2 \\ dW_1 dW_2 &=& \rho dt \end{array} \f]  \ingroup processes Factory
	// </summary>
   	[ComVisible(true)]
    public interface IHestonProcess_Factory // : Collection_Factory<IHestonProcess, ICell<IHestonProcess>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IHestonProcess Create (Cephei.QL.Termstructures.IYieldTermStructure riskFreeRate, Cephei.QL.Termstructures.IYieldTermStructure dividendYield, Cephei.QL.IQuote s0, Double v0, Double kappa, Double theta, Double sigma, Double rho, Microsoft.FSharp.Core.FSharpOption<QL.Processes.HestonProcess.DiscretizationEnum> d);
    }
}

